-55.6%
KHC vs KMX
+9.7%
-65.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -4.8% | -1.9% | -2.9% | -4.6% |
| 30D | +0.3% | +2.6% | -2.3% | -0.1% |
| 3M | +6.7% | +25.6% | -18.9% | +2.8% |
| 6M | +4.2% | +41.9% | -37.7% | -1.9% |
| YTD | +6.7% | +56.0% | -49.3% | -1.3% |
| 1Y | -1.4% | -1.8% | +0.4% | -3.2% |
| 3Y | -11.8% | -25.7% | +14.0% | -11.3% |
| 5Y | -13.4% | -54.7% | +41.4% | -7.6% |
| All | -55.6% | +9.7% | -65.3% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling